Monthly Archives: May 2013

This article is an idea from this blogpost: SPY closes higher than the previous 20 day close (not the 20 day high) Today is either monday or tuesday Go short at close Exit at tomorrows open This works for all days except for thursdays. This is the results for mondays from 2005 until february 2013: […]

I have received some e-mails about how I allocate my capital. I admit that this is a problem and quite a difficult task. Sometimes I have no positions on, suddenly all my signals trigger and the allocation becomes a problem. My aim is to trade different stocks that correlates as little as possible. Of course, […]

I caught some ideas from Paststat and Quantifiable edges to test “big” movement on mondays. I have tested this in a previous post, but this time we’ll look at what happens to SPY the rest of the week. Here are the criterias for long: Today is monday Calculate a 25 day average of the daily […]

To get inspiration and motivation I read a lot. Not only trading books but also from other completely different topics. Actually, I learn more from books which is not related specifically to trading. Other fields can be related to trading so no need to only read trading books which more or less are 80% the […]

Search QuantifiedStrategies:

This website uses cookies to improve your experience. We'll assume you're ok with this, but you can opt-out if you wish. Cookie settingsACCEPT

Privacy & Cookies Policy

Privacy Overview

This website uses cookies to improve your experience while you navigate through the website. Out of these cookies, the cookies that are categorized as necessary are stored on your browser as they are essential for the working of basic functionalities of the website. We also use third-party cookies that help us analyze and understand how you use this website. These cookies will be stored in your browser only with your consent. You also have the option to opt-out of these cookies. But opting out of some of these cookies may have an effect on your browsing experience.

Necessary cookies are absolutely essential for the website to function properly. This category only includes cookies that ensures basic functionalities and security features of the website. These cookies do not store any personal information.

Any cookies that may not be particularly necessary for the website to function and is used specifically to collect user personal data via analytics, ads, other embedded contents are termed as non-necessary cookies. It is mandatory to procure user consent prior to running these cookies on your website.